IntegrationMeasure

class probnum.quad.IntegrationMeasure(dim, domain)

Bases: abc.ABC

An abstract class for a measure against which a target function is integrated.

Child classes implement specific integration measures and, if available, make use of random variables for sampling and evaluation of the density function.

Parameters

• dim (Integral) – Dimension of the integration domain.

• domain (Tuple[Union[ndarray, Real], Union[ndarray, Real]]) – Tuple which contains two arrays which define the start and end points, respectively, of the rectangular integration domain.

Methods Summary

__call__(points)	Evaluate the density function of the integration measure.
sample(rng, n_sample)	Sample n_sample points from the integration measure.

Methods Documentation

__call__(points)

Evaluate the density function of the integration measure.

Parameters

points (Union[float, floating, ndarray]) – shape=(n_points,) or (n_points, dim) – Input locations.

Returns

shape=(n_points,) – Density evaluated at given locations.

Return type

density_evals

sample(rng, n_sample)

Sample n_sample points from the integration measure.

Parameters

• rng (Generator) – Random number generator

• n_sample (Integral) – Number of points to be sampled

Returns

shape=(n_sample,) or (n_sample,dim) – Sampled points

Return type

points